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Simons Griffin Financial is an investment management and research firm specializing in portfolio management.
Simons Griffin Financial’s primary investment objective is to generate long-term capital appreciation and to minimize risk through active asset allocation within various investments.
​This broad strategy area focuses on event-driven trades implemented mainly through equity positions.
​​Simons Griffin Financial long/short equity managers construct net long or net short portfolios by using equity hedging strategies.

SERVICES

INVESTMENT STRATEGIES - Simons Griffin Financial utilizes a Sector Specialist, research-driven approach to investment management to build multi-strategy and customized portfolios with a dedicated focus on the following strategies:​
Event-Driven Equity
Equity Market Neutral
Fixed Income Relative Value
Long/Short Credit
Long/Short Equity
Opportunistic Investments
Convertible Bond Hedging

Event-Driven Equity
​This broad strategy area focuses on event-driven trades implemented mainly through equity positions. In executing this strategy, managers seek to profit from discontinuities in the valuation of securities caused by “events.” These discontinuities may occur as a result of pending traditional merger and acquisitions negotiations, but also through pending restructurings, reorganizations, spin-offs, asset sales, liquidations and share class or company holdings being discounted. In the case of merger arbitrage, typically the trade is to buy the equity of the target and sell short the equity of the acquirer, making a profit (capturing the “merger spread”) if the deal closes as expected. The managers may go long or short the affected securities and generally seek to hedge out risk on a position by position basis; in addition many managers have overlay hedges at the portfolio level.

Equity Market Neutral
​Simons Griffin Financial equity market neutral managers construct portfolios that balance long and short positions in order to hedge systemic factors or exposures. Portfolios are generally constructed to be neutral across sectors, industries, and investment styles. Many equity market neutral hedge fund managers use sophisticated, computer-run quantitative models to select stocks. These models are used to create both a statistical advantage in picking stocks and a strategic advantage in controlling exposure to systemic risk.​

Fixed Income Relative Value
Simons Griffin Financial managers employing these strategies seek to capture profit from structural inefficiencies in global, high-grade fixed income, foreign exchange, and relevant derivatives markets. Hedge fund managers can utilize macro strategies which rely on directional views based on policy or market technicals to create alpha. Managers can also employ financial leverage to take advantage of pricing discrepancies between closely linked fixed income instruments. Generally, these strategies are positioned with moderate risk and should be able to take advantage of volatility and trends in interest rates, foreign exchange, and high-grade fixed income bond markets.​

Long/Short Credit
​This area focuses on fixed income securities where the majority of the return is derived from corporate credit exposure and selection as opposed to the general term structure of interest rates. Strategies utilized by long/short credit include the purchase or short sale of stressed and distressed bonds, bank loans, high-yield debt and securities from recently reorganized firms (including equities). Long/short credit managers employ a wide variety of strategies to invest across the capital structure on a long and short basis. Typically, hedge fund managers take positions as a result of bottom-up, fundamental credit analysis on the company and its capital structure. The strategy attempts to capitalize on inefficiencies in the marketplace while maintaining a lower degree of cyclicality and directionality as well as higher liquidity than a typical distressed debt investment.​

Long/Short Equity
​​Simons Griffin Financial long/short equity managers construct net long or net short portfolios by using equity hedging strategies. These strategies typically involve taking a long position in a stock while shorting an individual stock or broad based market instrument. Net and gross exposures are managed in order to take advantage of both current market conditions and the resulting investment opportunity set. Long/short equity hedge fund managers use short positions to hedge against a general stock market decline as well as to generate alpha.

Opportunistic Investments
This area aims to capitalize on exposures that lie outside of other sectors or that take advantage of shorter term dislocations. Investments are typically made via focused mandates with asset-class specific, specialist managers. Opportunistic Investments may also include hedging mandates or the pursuit of other asymmetric investments.​

Convertible Bond Hedging
​The convertible bond hedging sector seeks to generate profits by exploiting the change in relationship between a convertible bond and the underlying equity as the price of the underlying equity changes (i.e., aiming to profit from the equity volatility in a hedged fashion). Typically the trade is to be long a convertible bond and short a modeled ratio of stock against it. As the stock moves, the hedge ratio changes and stock is shorted or covered depending on the movement of the stock. The sector also incorporates other hedged trades and aims to make money by exploiting relationships or dependencies within and between asset classes while avoiding direct market bias or directionality.